Chair of Econometrics and Chair of Financial Econometrics
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The Chair of Econometrics and Financial Econometrics conduct research and teaching on quantitative methods. Research is focused on the construction of inferential methods, applications of Bayesian statistics and machine learning, time series and panel data methods and applications, as well as learning analytics. The chairs offer several compulsory for different programs (business, economics, business informatics and econometrics, among others) from introductory lectures until Phd-level courses. We also offer courses on current research topics, such as Bayesian econometrics, causal inference, financial econometrics, extreme value theory and statistical learning. also offered.
Thu., 10. Oct. 2024 Großer, Jan-Lucas
Farewell to Martin Arnold and Till Massing
Fri., 27. Sep. 2024 Großer, Jan-Lucas
Econometrics Master Seminar - in cooperation with ALDI SÜD
Tue., 10. Sep. 2024 Großer, Jan-Lucas
Paper "Parametric Estimation of Tempered Stable Laws"
Wed., 14. Aug. 2024 Großer, Jan-Lucas
Farewell to Abhisek Banerjee
Tue., 21. May. 2024 Großer, Jan-Lucas
Paper "On the parametric description of log-growth rates of Romanian city sizes"
Tue., 07. May. 2024 Großer, Jan-Lucas
Interview with Prof. Dr. Hanck and Martin Arnold for "Open Economics Guide"
Wed., 24. Apr. 2024 Großer, Jan-Lucas
Paper "Mixtures of log-normal distributions in the mid-scale range of firm-size variables"
Wed., 03. Apr. 2024 Großer, Jan-Lucas
Farewell to Alexander Langnau and Mert Basaran
Wed., 20. Dec. 2023 Großer, Jan-Lucas
Science Award of Sparkasse Essen
Wed., 29. Nov. 2023 Großer, Jan-Lucas
German Research Foundation funds project "Predictive Regressions for Measures of Systemic Risk"
Wed., 23. Aug. 2023 Großer, Jan-Lucas
Paper "THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS"
Tue., 25. Jul. 2023 Großer, Jan-Lucas
Paper "Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations"
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